+1,025.6%
PLTR vs UDR
+4.7%
+1,020.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -5.3% | -2.1% | -3.3% | -4.3% |
| 30D | -1.0% | -5.6% | +4.6% | +1.9% |
| 3M | +24.8% | -5.8% | +30.6% | +28.3% |
| 6M | +8.4% | -1.1% | +9.5% | +7.7% |
| YTD | -4.2% | +1.6% | -5.8% | -7.1% |
| 1Y | +9.1% | -2.7% | +11.8% | +8.8% |
| 3Y | +1,025.6% | +6.3% | +1,019.3% | +1,001.4% |
| All | +1,025.6% | +4.7% | +1,020.9% | +1,001.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling